CME GROUP INC. 
By CHICAGO, Jan. 3, 2013 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that December 2012 volume averaged 9.6 million contracts per day, up 1 percent from December 2011. Total volume for December 2012 was more than 192 million contracts, of which a record 88 percent was traded electronically. Full-year 2012 volume averaged 11.4 million contracts per day, down 15 percent from 2011.
In December 2012, CME Group interest rate volume averaged 3.6 million contracts per day, up 3 percent from December 2011. Treasury futures volume averaged 1.7 million contracts per day, up 17 percent compared with the same period a year ago. Treasury options volume averaged 323,000 contracts per day, up 48 percent from December 2011. Eurodollar futures volume averaged 1.3 million contracts per day, down 5 percent from the same period a year ago, while Eurodollar options volume averaged 270,000 contracts per day, down 42 percent from December last year.
CME Group equity index volume in December 2012 averaged 2.7 million contracts per day, down 5 percent from the same period last year. CME Group foreign exchange (FX) volume averaged 826,000 contracts per day, up 14 percent from December 2011.
CME Group energy volume averaged 1.3 million contracts per day in December 2012, down 6 percent compared with the same period in 2011. CME Group metals volume averaged 284,000 contracts per day, up 6 percent from the same period last year. CME Group agricultural commodities volume in December 2012 averaged 878,000 contracts per day, up 7 percent compared with the prior-year period.
Electronic volume averaged 8.5 million contracts per day in December 2012, up 4 percent compared with December 2011. Privately negotiated volume increased 22 percent to 214,000 contracts per day from the prior December. Average daily volume cleared through CME ClearPort was 300,000 contracts in December 2012, down 24 percent compared with December 2011. Open outcry volume averaged 649,000 contracts per day, down 27 percent versus the prior-year period.
MONTHLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV
( in thousands)
Dec 2012 Dec 2011
-------- --------
Trading Days 20 21
PRODUCT LINE Dec 2012 Dec 2011 Percent Change
-------- -------- --------------
Interest Rates 3,642 3,539 3%
Equity Indexes 2,682 2,810 -5%
Foreign Exchange (FX) 826 724 14%
Energy (including CME
ClearPort) 1,334 1,419 -6%
Agricultural Commodities 878 820 7%
Metals (including CME
ClearPort) 284 268 6%
--- --- ---
Total 9,645 9,580 1%
VENUE Dec 2012 Dec 2011 Percent Change
-------- -------- --------------
Open outcry 649 894 -27%
CME Globex 8,482 8,117 4%
Privately negotiated 214 175 22%
CME ClearPort (OTC) 300 394 -24%
QUARTERLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV
( in thousands)
Q4 2012 Q4 2011
------- -------
Trading Days 64 63
PRODUCT LINE Q4 2012 Q4 2011 Percent Change
------- ------- --------------
Interest Rates 4,094 4,729 -13%
Equity Indexes 2,532 3,146 -19%
Foreign Exchange (FX) 767 820 -6%
Energy (including CME
ClearPort) 1,489 1,708 -13%
Agricultural Commodities 982 1,001 -2%
Metals (including CME
ClearPort) 324 315 3%
--- --- ---
Total 10,188 11,719 -13%
VENUE Q4 2012 Q4 2011 Percent Change
------- ------- --------------
Open outcry 751 1,173 -36%
CME Globex 8,899 9,864 -10%
Privately negotiated 210 204 3%
CME ClearPort (OTC) 329 479 -31%
ROLLING THREE-MONTH AVERAGES
Average Daily Volume(In thousands)
3-Month Period Ending
PRODUCT
LINE Dec-12 Nov-12 Oct-12 Sep-12
Interest
Rates 4,094 4,506 4,552 4,514
Equity
Indexes 2,532 2,560 2,315 2,391
Foreign
Exchange
(FX) 767 829 812 846
Energy 1,489 1,593 1,613 1,590
Agricultural
Commodities 982 1,045 1,032 1,171
Metals 324 352 309 327
--- --- --- ---
Total 10,188 10,885 10,634 10,839
VENUE Dec-12 Nov-12 Oct-12 Sep-12
Open
outcry 751 852 892 979
Electronic 8,899 9,462 9,179 9,293
Privately
negotiated 210 220 204 208
CME
ClearPort
(OTC) 329 351 359 358
AverageRate Per Contract(In dollars)
3-Month Period Ending
PRODUCT
LINE Nov-12 Oct-12 Sep-12 Aug-12
Interest
Rates 0.490 0.483 0.481 0.478
Equity
Indexes 0.692 0.685 0.685 0.667
Foreign
Exchange
(FX) 0.820 0.821 0.808 0.793
Energy 1.488 1.472 1.473 1.461
Agricultural
Commodities 1.293 1.291 1.301 1.294
Metals 1.715 1.723 1.693 1.657
----- ----- ----- -----
Total 0.825 0.817 0.822 0.815
VENUE Nov-12 Oct-12 Sep-12 Aug-12
Exchange-
Traded 0.762 0.752 0.757 0.753
CME
ClearPort
(OTC) 2.727 2.700 2.719 2.650
As the world's leading and most diverse derivatives marketplace, CME Group (www.cmegroup.com) is where the world comes to manage risk. CME Group exchanges offer the widest range of global benchmark products across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, energy, agricultural commodities, metals, weather and real estate. CME Group brings buyers and sellers together through its CME Globex(®) electronic trading platform and its trading facilities in New York and Chicago. CME Group also operates CME Clearing, one of the world's leading central counterparty clearing providers, which offers clearing and settlement services across asset classes for exchange-traded contracts and over-the-counter derivatives transactions. These products and services ensure that businesses everywhere can substantially mitigate counterparty credit risk.
CME Group is a trademark of CME Group Inc. The Globe Logo, CME, Globex and Chicago Mercantile Exchange are trademarks of Chicago Mercantile Exchange Inc. CBOT and the Chicago Board of Trade are trademarks of the Board of Trade of the City of Chicago, Inc. NYMEX, New York Mercantile Exchange and ClearPort are registered trademarks of New York Mercantile Exchange, Inc. COMEX is a trademark of Commodity Exchange, Inc. All other trademarks are the property of their respective owners. Further information about CME Group (NASDAQ: CME) and its products can be found at www.cmegroup.com.
CME-G
SOURCE CME Group
